KeyCorp Total Risk Alpha
| KEY-PL Preferred Stock | | | 25.06 -0.14 -0.56% |
KeyCorp total risk alpha lookup summarizes this and related technical indicators for KeyCorp. Coverage varies by data normalization and availability; see
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KeyCorp has current Total Risk Alpha of 0.0224. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0224 | |
| ER[a] | = | Expected return on investing in KeyCorp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KeyCorp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KeyCorp Total Risk Alpha Peers Comparison
KeyCorp Total Risk Alpha Relative To Other Indicators
KeyCorp is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
70.24 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KeyCorp is roughly
70.24 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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